I am sure you know it... Here:Quote from nitro:
I can't find this book. Link?
Ah yeah.Quote from Martinghoul:
I am sure you know it... Here:
http://www.amazon.com/Volatility-Tr...=sr_1_1?ie=UTF8&s=books&qid=1265133684&sr=8-1
Yep, one of the chapters in filthy's book, in fact, covers Zakamouline's methods in some detail...Quote from nitro:
This paper attempts an answer
http://ferrari.dmat.fct.unl.pt/personal/mle/SF04/session5/zakamouline.pdf